Nash Equilibrium Problems of Polynomials
Abstract
This paper studies Nash equilibrium problems that are given by polynomial functions. We formulate efficient polynomial optimization problems for computing Nash equilibria. The Lasserre type MomentSOS relaxations are used to solve them. Under generic assumptions, the method can find a Nash equilibrium if there is one. Moreover, it can find all Nash equilibria if there are finitely many ones of them. The method can also detect nonexistence if there is no Nash equilibrium.
 Publication:

arXiv eprints
 Pub Date:
 June 2020
 arXiv:
 arXiv:2006.09490
 Bibcode:
 2020arXiv200609490N
 Keywords:

 Mathematics  Optimization and Control
 EPrint:
 26 pages